Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47275.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45880.72 Kr¶

PnL: ---------------------------------------> -1007.85 Kr¶

DD now: ---------------------------------> -2.785 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:30:57.876400'

Anic Portfolio¶

Today¶

Return: -0.335 %¶

This Week¶

Return: -1.33 %¶

Total¶

Return: 54.768 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.790000 800.800000 127.800000 18.990000 673.000000
FM Mattsson Mora Group B 50 -0.170000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 1.030000 3443.200000 66.200000 1.960000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.230000 392.900000 37.900000 10.680000 355.000000
Intrum 4 6.150000 562.800000 35.800000 6.790000 527.000000
Corem Property Group B 59 -2.200000 603.570000 26.570000 4.600000 576.999999
AcadeMedia 12 -0.940000 580.080000 23.080000 4.140000 557.000004
Resurs Holding 22 -1.750000 591.360000 17.360000 3.020000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Boozt 12 0.000000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Swedbank A 3 -0.880000 574.650000 10.650000 1.890000 564.000000
Securitas B 6 -0.250000 577.320000 7.320000 1.280000 570.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Karnov Group 9 -0.670000 537.300000 1.300000 0.240000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.480000 246.480000 0.480000 0.200000 246.000000
Creaspac SPAC 6 -0.100000 576.600000 -0.400000 -0.070000 577.000002
Nordea Bank Abp 29 -0.700000 3444.620000 -9.380000 -0.270000 3453.999992
CTEK 13 -0.880000 524.420000 -9.580000 -1.790000 533.999999
Handelsbanken A 5 -0.880000 535.000000 -11.000000 -2.010000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -3.360000 540.400000 -33.600000 -5.850000 574.000000
International Petroleum Corp. 5 -0.810000 548.000000 -46.570000 -7.830000 594.565215
Beijer Electronics Group 26 -7.120000 2917.200000 -53.800000 -1.810000 2971.000006
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.710000 1413.000000 -251.000000 -15.080000 1663.999992
Axfood 13 -3.090000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45880.720000 -1007.850000 -2.78469% 46888.564618

Updated:¶

'2023-01-26 12:31:10.825054'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶